Thank you all for the information.

To get to the bottom of this problem, we need to have more information. We are still unable to reproduce it on any of our machines here.

Could someone do the following:
(this is quite technical and at your own risk, so if you do not know what you are doing, please don't).

> install the directx SDK (feb 2007). Link here : Directx SDK
> After installation you should have a DirectX submenu added to the start menu. Please open the DirectX Control Panel under the DirectX Utilities.
> Set the following values in the Direct3D tab : Debug output level 4, Use debug version of Direct3D, set maximum validation ON, set break on D3D error ON. See screenshot for correct settings.
> download debugview. link here : debugview
> Start up debugview before the game, this will catch all the debug information from Directx that the game is using.
> when you have encountered the problem in div2 (loading screen never ends), save the debugview output to a txt file and send it to kenzo[at]larian.com together with a dxdiag.txt.
(to make a dxdiag.txt simply do start > run > dxdiag and then "save all information")